Here is something I recently discovered that can help with your games. This is very useful and converts to a .wav file (BTW, .wav is supported by RMXP). So, let's get started!
Step 1) Find a MIDI file!
This one is both easy and hard at the same time. For the most part, you can just google the song in MIDI format and there will be a result. But some don't show up, as I saw. I will be using the Attack on Titan opening for this tutorial.